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We demonstrate that the Fokker-Planck equation can be generalized into a 'Fractional Fokker-Planck' equation, i.e. an equation which includes fractional space differentiations, in order to encompass the wide class of anomalous diffusions…

Chaotic Dynamics · Physics 2009-10-31 V. V. Yanovsky , A. V. Chechkin , D. Schertzer , A. V. Tour

For characterizing the Brownian motion in a bounded domain: $\Omega$, it is well-known that the boundary conditions of the classical diffusion equation just rely on the given information of the solution along the boundary of a domain; on…

Analysis of PDEs · Mathematics 2018-01-24 Weihua Deng , Buyang Li , Wenyi Tian , Pingwen Zhang

L\'evy walks are continuous time random walks with spatio-temporal coupling of jump lengths and waiting times, often used to model superdiffusive spreading processes such as animals searching for food, tracer motion in weakly chaotic…

Statistical Mechanics · Physics 2019-03-27 Bartłomiej Dybiec , Karol Capała , Aleksei Chechkin , Ralf Metzler

Levy flights, characterized by the microscopic step index f, are for f<2 (the case of rare events) considered in short range and long range quenched random force fields with arbitrary vector character to first loop order in an expansion…

Statistical Mechanics · Physics 2009-10-31 Hans C. Fogedby

We study the connection between transport phenomenon and escape rate statistics in two-dimensional standard map. For the purpose of having an open phase space, we let the momentum co-ordinate vary freely and restrict only angle with…

Statistical Mechanics · Physics 2020-10-07 L. Lugosi , T. Kovács

Edwards et al question aspects of the methods used in two of our published papers that report results showing Levy walk like and Levy flight movement patterns of marine predators.The criticisms are focused on the applicability of some…

Populations and Evolution · Quantitative Biology 2012-10-09 David W. Sims , Nicolas E. Humphries

We explore the statistical behavior of the order statistics of the flights of One-sided Levy Processes (OLPs). We begin with the study of the extreme flights of general OLPs,and then focus on the class of selfsimilar processes,investigating…

Statistical Mechanics · Physics 2015-06-24 Iddo Eliazar , Joseph klafter

Reaction-diffusion equations deliver a versatile tool for the description of reactions in inhomogeneous systems under the assumption that the characteristic reaction scales and the scales of the inhomogeneities in the reactant…

Statistical Mechanics · Physics 2009-11-11 M. G. W. Schmidt , F. Sagues , I. M. Sokolov

The purpose of this paper is to implement a random death process into a persistent random walk model which produces subballistic superdiffusion (L\'{e}vy walk). We develop a Markovian model of cell motility with the extra residence variable…

Statistical Mechanics · Physics 2015-05-20 Sergei Fedotov , Abby Tan , Andrey Zubarev

We investigate multiple scattering of near-resonant light in a Doppler-broadened atomic vapor. We experimentally characterize the length distribution of the steps between successive scattering events. The obtained power law is…

Atomic Physics · Physics 2013-06-26 Nicolas Mercadier , Martine Chevrollier , William Guerin , Robin Kaiser

We consider a Levy flyer of order alpha that starts from a point x0 on an interval [O,L] with absorbing boundaries. We find a closed-form expression for the average number of flights the flyer takes and the total length of the flights it…

Soft Condensed Matter · Physics 2009-10-31 S. V. Buldyrev , S. Havlin , A. Ya. Kazakov , M. G. E. da Luz , E. P. Raposo , H. E. Stanley , G. M. Viswanathan

Energetic particle redistribution in the presence of multiple Alfv\'en eigenmodes is analyzed in [PPCF 58, 014019 (2016)] for the ITER 15MA baseline scenario: non-linear hybrid simulations (within their well known limits) point out that…

Plasma Physics · Physics 2022-11-17 Nakia Carlevaro , Giovanni Montani , Matteo Valerio Falessi , Philipp Lauber

We analyze the transport properties of a neutral tracer in a carrier fluid flowing through percolation-like porous media with spatial correlations. We model convection in the mass transport process using the velocity field obtained by the…

Disordered Systems and Neural Networks · Physics 2007-05-23 Hernan A. Makse , Jose S. Andrade , H. Eugene Stanley

Advection and dispersion in highly heterogeneous environments involving interfacial discontinuities in the corresponding drift and dispersion rates are described through disparate examples from the physical and biological sciences. A…

The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous…

Statistical Mechanics · Physics 2015-05-13 Ihor Lubashevsky , Rudolf Friedrich , Andreas Heuer

The Debye-Falkenhagen differential equation is commonly used as a mean-field macroscopic model for describing electrochemical ionic drift and diffusion in dilute binary electrolytes when subjected to a suddenly applied potential smaller…

Classical Physics · Physics 2023-08-02 Anis Allagui , Georgii Paradezhenko , Anastasiia Pervishko , Dmitry Yudin , Hachemi Benaoum

For stochastic reaction-diffusion equations with L\'evy noises and non-Lipschitz reaction terms, we prove that $W_1H$ transportation cost inequalities hold for their invariant probability measures and for their process-level laws on the…

Probability · Mathematics 2019-11-07 Yutao Ma , Ran Wang

We analyze confining mechanisms for L\'evy flights evolving under an influence of external potentials. Given a stationary probability density function (pdf), we address the reverse engineering problem: design a jump-type stochastic process…

Mathematical Physics · Physics 2009-12-16 Piotr Garbaczewski

We introduce a persistent random walk model for the stochastic transport of particles involving self-reinforcement and a rest state with Mittag-Leffler distributed residence times. The model involves a system of hyperbolic partial…

Statistical Mechanics · Physics 2021-11-16 Daniel Han , Dmitri V. Alexandrov , Anna Gavrilova , Sergei Fedotov

We give upper and lower estimates of densities of convolution semigroups of probability measures under explicit assumptions on the corresponding Levy measure and the Levy--Khinchin exponent. We obtain also estimates of derivatives of…

Probability · Mathematics 2015-06-03 Kamil Kaleta , Paweł Sztonyk
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